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Stochastic seasonality and daily financial time series
Andrade, Isabel C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000563148
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A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
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Forecasting using a periodic transfer function : with an application to the UK price of ferrous scrap
Albertson, Kevin; Aylen, Jonathan - In: International journal of forecasting 15 (1999) 4, pp. 409-419
Persistent link: https://www.econbiz.de/10001428535
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Test for stochastic seasonality applied to daily financial time series
Andrade, I. C. (contributor) - In: The Manchester School 67 (1999) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10001352516
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On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans - In: The review of economics and statistics 80 (1998) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
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Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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Prototype Bayesian estimation of US state employment and unemployment rates
Hwang, Jing-shiang - 1992
Persistent link: https://www.econbiz.de/10000864877
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Seasonal unit roots in aggregate US data
Beaulieu, J. Joseph; Miron, Jeffrey A. - 1992
Persistent link: https://www.econbiz.de/10000843097
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A note on exponentially smoothed seasonal differences
Öller, Lars-Erik - 1985
Persistent link: https://www.econbiz.de/10000765105
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A valuation study of stock market seasonality and the size effect
Chen, Zhiwu; Jindra, Jan - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 78-92
Persistent link: https://www.econbiz.de/10003980039